Risk Management in Banking-Joë Bessis

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1、RISKMANAGEMENTINBANKINGRISKMANAGEMENTINBANKINGJoelBessis¨Copyright2002byJohnWiley&SonsLtd,BaffinsLane,Chichester,WestSussex,PO191UD,EnglandNational01243779777International(+44)1243779777e-mail(forordersandcustomerserviceenquiries):cs-books@wiley.co.ukVisitourHomePageonhttp://www.wileyeur

2、ope.comorhttp://www.wiley.comAllRightsReserved.Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmitted,inanyformorbyanymeans,electronic,mechanical,photocopying,recording,scanningorotherwise,exceptunderthetermsoftheCopyright,DesignsandPatentsAct1988orunderthetermsofa

3、licenceissuedbytheCopyrightLicensingAgency,90TottenhamCourtRoad,London,UKW1P9HE,withoutthepermissioninwritingofthepublisher.JoelBessishasassertedhisrightundertheCopyright,DesignsandPatentsAct1988,tobeidentified¨astheauthorofthiswork.OtherWileyEditorialOfficesJohnWiley&Sons,Inc.,605ThirdAve

4、nue,NewYork,NY10158-0012,USAWILEY-VCHVerlagGmbH,Pappelallee3,D-69469Weinheim,GermanyJohnWiley&Sons(Australia)Ltd,33ParkRoad,Milton,Queensland4064,AustraliaJohnWiley&Sons(Asia)PteLtd,2ClementiLoop#02-01,JinXingDistripark,Singapore129809JohnWiley&Sons(Canada)Ltd,22WorcesterRoad,Rexdale,Ont

5、arioM9W1L1,CanadaLibraryofCongressCataloguing-in-PublicationDataBessis,Joel.¨[Gestiondesrisquesetgestionactif-passifdesbanques.English]Riskmanagementinbanking/JoelBessis.—2nded.¨p.cm.Includesbibliographicalreferencesandindex.ISBN0-471-49977-3(cloth)—ISBN0-471-89336-6(pbk.)1.Bankmanagemen

6、t.2.Riskmanagement.3.Asset-liabilitymanagement.I.Title.HG1615.B457132001332.1′068′1—dc212001045562BritishLibraryCataloguinginPublicationDataAcataloguerecordforthisbookisavailablefromtheBritishLibraryISBN0-471-49977-3(cloth)ISBN0-471-89336-6(paper)Typesetin10/12ptTimesRomanbyLaserwordsPri

7、vateLimited,Chennai,India.PrintedandboundinGreatBritainbyTJInternationalLtd,Padstow,England.Thisbookisprintedonacid-freepaperresponsiblymanufacturedfromsustainableforestation,forwhichatleasttwotreesareplantedforeachoneusedforpaperproduction.ContentsIntroductionixSECTION1B